Essays on multivariate modelling of financial markets using copula and sentiment networks
submitted by Anastasija Tetereva (from Latvia)
| Year of publication: |
2018
|
|---|---|
| Authors: | Tetereva, Anastasija |
| Publisher: |
St. Gallen |
| Subject: | Copula | early warning indicator | financial econometrics | Hawkes graphs | lasso | sentiment analysis | value at risk | Finanzmarkt | Financial market | Multivariate Verteilung | Multivariate distribution | Frühwarnsystem | Early warning system | Theorie | Theory | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Finanzmarktökonometrie | Financial econometrics | Multivariate Analyse | Multivariate analysis | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection |
| Extent: | 1 Online-Ressource (circa 135 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Thesis: | Dissertation, University of St.Gallen, 2018 |
| Notes: | Enthält 3 Beiträge Zusammenfassung in deutscher und englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011965123